Large-sample asymptotics of the pseudo-marginal method

DOI10.1093/biomet/asaa044zbMath1462.62072arXiv1806.10060OpenAlexW3003392732MaRDI QIDQ5857975

George Deligiannidis, Sebastian M. Schmon, Arnaud Doucet, Michael K. Pitt

Publication date: 8 April 2021

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.10060

zbMATH Keywords

weak convergenceMetropolis-Hastings algorithmrandom measurelarge-sample theoryintractable likelihoodasymptotic posterior normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Convergence of probability measures (60B10)

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